Related papers: Genus expansion for real Wishart matrices
The purpose of this paper is to describe asymptotic formulas for determinants of a sum of finite Toeplitz and Hankel matrices with singular generating functions. The formulas are similar to those of the analogous problem for finite Toeplitz…
In this paper we employ a novel technique combining the Euler Maclaurin formula with the saddle point approximation method to obtain the asymptotic behavior (in the limit of large representation index $J$) of generic Wigner matrix elements…
The Minkowski functionals, including the Euler characteristic statistics, are standard tools for morphological analysis in cosmology. Motivated by cosmic research, we examine the Minkowski functional of the excursion set for an isotropic…
We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these…
We work out a generalization of the Szeg\"o limit theorems on the determinant of large matrices. We focus on matrices with nonzero leading principal minors and elements that decay to zero exponentially fast with the distance from the main…
Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence of the sequence of fourth moments to the fourth moment of the…
We derive explicit asymptotic formulae for the joint moments of the $n_1$-th and $n_2$-th derivatives of the characteristic polynomials of CUE random matrices for any non-negative integers $n_1, n_2$. These formulae are expressed in terms…
We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an expander, confirming a conjecture due to Wigderson and Xiao. Our proof is based on a new multi-matrix extension of the Golden-Thompson…
We propose a definition of an Euler characteristic for unbounded chain complexes by taking the (usual) Euler characteristics of successively longer parts of the complex, weighted inversely proportional to the length, and passing to the…
We studied universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues and the number of each of these eigenvalue goes to infinity in the asymptotic limit. In this case, the limiting eigenvalue distribution can be…
We consider the $1/N$-expansion of the moments of the proper delay times for a ballistic chaotic cavity supporting $N$ scattering channels. In the random matrix approach, these moments correspond to traces of negative powers of Wishart…
We examine the Ising chain in a transverse field at zero temperature from the point of view of a family of moment formalisms based upon the cumulant generating function, where we find exact solutions for the generating functions and…
We show that an asymptotic property of the determinants of certain matrices whose entries are finite sums of cotangents with rational arguments is equivalent to the GRH for odd Dirichlet characters. This is then connected to the existence…
Asymptotic expansions are derived for associated Legendre functions of degree $\nu$ and order $\mu$, where one or the other of the parameters is large. The expansions are uniformly valid for unbounded real and complex values of the argument…
We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried…
We derive the first exact, rigorous but practical, globally valid remainder terms for asymptotic expansions about saddles and contour endpoints of arbitrary order degeneracy derived from the method of steepest descents. The exact remainder…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
An Eulerian orientation is an orientation of the edges of a graph such that every vertex is balanced: its in-degree equals its out-degree. Counting Eulerian orientations corresponds to the crucial partition function in so-called ``ice-type…